How to set-up mail on mac?

Question

I'm a newbie to mac's, only had my 2012 macbook pro 13'' for around a week. Getting used to pretty much everything but having some trouble with the mail. I want to use the mail on mac rather than go into the browser on msn hotmail which I did previously, but, for some reason I cannot seem to get my mail set-up the same way on mac mail as I had it in hotmail.
I want it so like on my hotmail, I can have folders and use the function where you can direct mail to a specific folder, e.g. if you get mail from university, it will go to a 'uni' folder. On msn hotmail you set-up a folder called 'uni' and then on hotmail once you get a first message that you want to go in the 'uni' folder you can right click on it, select 'move to' then tick a box saying do this for all future messages from this sender.
However, I can't seem to do this on my mac? I want it so that it takes the same folders I already have set-up so that everything stays in sync.
Thanks for any help.

Answer 1

because of the POP3 thing it doesn't seem to sync with both mail mac and hotmail. Does anybody know if I could set something up that makes me recieve messages to my hotmail account, but, then automatically goes to an account that works on mac mail.
Example;
Apple emails my hotmail account, then my hotmail account automatically forwards it to my icloud email which is on mac mail which if i set-up rules can organise them into folders.
Just that I have had my hotmail account for a long time and that's my account I have set-up for everything and would be too much of a pain to let people know my change of email and companies etc I have my hotmail set-up with.
Thanks.